Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.6672	15.37
$α$	0.2747	14.23
$β$	0.6745	49.09
$γ$	-0.0903	-3.72

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Nihon Chouzai Co Ltd GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nihon Chouzai Co Ltd Analyses